- Sid will discuss how CIBC distills large and noisy factor universes into actionable insights—including how their quant-technical matrices translate multi-layer factor behavior into structured measurement frameworks using Rank/Trend and Delta/Rate‑of‑Change
- The methodology helps his team distinguish dominant trends from short‑term volatility…and identify early inflection points. Drawing on vendor inputs from Bloomberg, Factset, and Compustat, factor behavior is mapped across rotation regimes—Leading, Improving, Weakening, and Lagging—providing a disciplined objective and repeatable framework
- The result is a systematic process that elevates signal clarity and improves decision‑making consistency across different timeframes and cycles
Speakers
Sid Mokhtari
Chartered Market Technician & Executive Director
CIBC World Markets